Optimal Convergence Trading

Optimal convergence trading with unobservable pricing errors

Annals of Operations Research ◽

10.1007/s10479-020-03647-z ◽

2020 ◽

Author(s):

Sühan Altay ◽

Katia Colaneri ◽

Zehra Eksi

Keyword(s):

Optimal Convergence ◽

Pricing Errors ◽

Convergence Trading

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Optimal Convergence Trading for Cross-listed Stocks

SSRN Electronic Journal ◽

10.2139/ssrn.3537909 ◽

2020 ◽

Author(s):

Christian-Oliver Ewald ◽

Pengcheng Song ◽

Yao Wu ◽

Hai Zhang

Keyword(s):

Optimal Convergence ◽

Convergence Trading

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Convergence Trading with Wealth Effects: An Amplification Mechanism in Financial Markets

CFA Digest ◽

10.2469/dig.v32.n2.1073 ◽

2002 ◽

Vol 32 (2) ◽

pp. 57-59

Author(s):

Michael G. Sher

Keyword(s):

Financial Markets ◽

Wealth Effects ◽

Convergence Trading ◽

Amplification Mechanism

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The Optimal Convergence Rate of the p-Version of the Finite Element Method.

10.21236/ada187871 ◽

1985 ◽

Cited By ~ 2

Author(s):

I. Babuska ◽

Manil Suri

Keyword(s):

Finite Element Method ◽

Finite Element ◽

Convergence Rate ◽

The Finite Element Method ◽

Optimal Convergence Rate ◽

Optimal Convergence ◽

Element Method

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Topology design for distributed formation control towards optimal convergence rate

2012 American Control Conference (ACC) ◽

10.1109/acc.2012.6315012 ◽

2012 ◽

Cited By ~ 1

Author(s):

Huang Huang ◽

Changbin Yu ◽

Azwirman Gusrialdi ◽

Sandra Hirche

Keyword(s):

Convergence Rate ◽

Formation Control ◽

Topology Design ◽

Optimal Convergence Rate ◽

Optimal Convergence

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Optimal convergence rates for the strong solutions to the compressible Navier–Stokes equations with potential force

Nonlinear Analysis Real World Applications ◽

10.1016/j.nonrwa.2016.09.005 ◽

2017 ◽

Vol 34 ◽

pp. 363-378 ◽

Cited By ~ 3

Author(s):

Wenjun Wang

Keyword(s):

Convergence Rates ◽

Stokes Equations ◽

Strong Solutions ◽

Navier Stokes ◽

Potential Force ◽

Navier Stokes Equations ◽

Optimal Convergence ◽

Optimal Convergence Rates

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A new class of three-point methods with optimal convergence order eight and its dynamics

Numerical Algorithms ◽

10.1007/s11075-014-9843-y ◽

2014 ◽

Vol 68 (2) ◽

pp. 261-288 ◽

Cited By ~ 37

Author(s):

Taher Lotfi ◽

Somayeh Sharifi ◽

Mehdi Salimi ◽

Stefan Siegmund

Keyword(s):

Convergence Order ◽

Optimal Convergence ◽

New Class

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Numerical Approximation of Optimal Convergence for Fractional Elliptic Equations with Additive Fractional Gaussian Noise

SIAM/ASA Journal on Uncertainty Quantification ◽

10.1137/20m1374286 ◽

2021 ◽

Vol 9 (3) ◽

pp. 1013-1033

Author(s):

Zhaopeng Hao ◽

Zhongqiang Zhang

Keyword(s):

Gaussian Noise ◽

Elliptic Equations ◽

Numerical Approximation ◽

Fractional Gaussian Noise ◽

Optimal Convergence

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Optimal convergence rates for some discrete projection methods

Applied Mathematics and Computation ◽

10.1016/s0096-3003(97)10131-x ◽

1998 ◽

Vol 96 (2-3) ◽

pp. 237-271 ◽

Cited By ~ 3

Author(s):

Michael Golberg ◽

Harold Bowman

Keyword(s):

Convergence Rates ◽

Projection Methods ◽

Optimal Convergence ◽

Optimal Convergence Rates ◽

Discrete Projection

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Optimal Convergence Analysis for Convection Dominated Diffusion Problems

Journal of Applied Mathematics and Physics ◽

10.4236/jamp.2013.13004 ◽

2013 ◽

Vol 01 (03) ◽

pp. 16-20

Author(s):

M. A. Mohamed Ali

Keyword(s):

Convergence Analysis ◽

Optimal Convergence ◽

Convection Dominated ◽

Optimal Convergence Analysis ◽

Diffusion Problems

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